Risk characteristics and connectedness in cryptocurrency markets : new evidence from a non-linear framework
Bin-xia Chen, Yan-lin Sun
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Bin-xia ; Sun, Yan-lin |
| Subject: | Cryptocurrency market | GARCHSK model | Higher moment connectedness | Non-linear Granger causality | TVP-VAR model | Virtuelle Währung | Virtual currency | Kausalanalyse | Causality analysis | Theorie | Theory | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.102036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014445609